+28.0%
HON vs DD
+88.8%
-60.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.4% | +5.0% | -3.5% | -0.2% |
| 30D | +7.5% | +19.7% | -12.2% | +1.1% |
| 3M | -4.3% | +7.2% | -11.5% | -6.7% |
| 6M | -1.5% | +1.0% | -2.6% | -2.3% |
| YTD | +10.5% | +29.1% | -18.6% | +0.8% |
| 1Y | +8.5% | +28.5% | -19.9% | -1.0% |
| 3Y | +28.0% | +89.4% | -61.4% | -1.8% |
| All | +28.0% | +88.8% | -60.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling